Asset Allocation
Find the right asset allocation for Retirement Target 35/35/25/5 - 2016_2025
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Retirement Target 35/35/25/5 - 2016_2025, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
As of Jul 21, 2026, the Retirement Target 35/35/25/5 - 2016_2025 returned 4.68% Year-To-Date and 9.87% of annualized return in the last 10 years.
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio Retirement Target 35/35/25/5 - 2016_2025 | -0.05% | -0.80% | 2.50% | 4.68% | 11.96% | 13.11% | 8.60% | 9.87% | 9.13% |
| Portfolio components: | |||||||||
AQMIX AQR Managed Futures Strategy Fund | 0.00% | -0.76% | 7.57% | 9.82% | 22.02% | 11.63% | 13.60% | 4.50% | 3.96% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 0.01% | 0.28% | 1.77% | 1.95% | 3.79% | 4.56% | 3.51% | 2.23% | 1.37% |
BKLN Invesco Senior Loan ETF | 0.09% | 0.69% | 0.36% | 0.65% | 4.03% | 6.95% | 5.32% | 4.18% | 3.74% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | -0.08% | 0.16% | 0.58% | 0.49% | 3.09% | 4.51% | 1.65% | 1.92% | 2.52% |
DODGX Dodge & Cox Stock Fund Class I | -0.79% | 4.43% | 5.71% | 7.49% | 13.56% | 13.97% | 10.28% | 13.03% | 11.24% |
FISMX Fidelity International Small Cap Fund | -0.89% | -4.90% | 3.40% | 5.84% | 11.24% | 11.57% | 6.10% | 8.57% | 11.21% |
GBTC Grayscale Bitcoin Trust ETF | 1.49% | 3.38% | -32.35% | -26.20% | -45.38% | 36.41% | 14.15% | 47.82% | 55.15% |
GLD SPDR Gold Shares | -0.22% | -5.04% | -12.74% | -7.24% | 19.20% | 26.36% | 16.85% | 11.27% | 10.24% |
JMSIX JPMorgan Income Fund | 0.00% | 0.37% | 1.84% | 1.48% | 5.17% | 6.96% | 2.85% | 3.80% | 2.94% |
MALOX BlackRock Global Allocation Fund | -0.64% | -2.30% | 4.48% | 6.27% | 14.78% | 12.72% | 5.87% | 8.27% | 8.96% |
Monthly Returns
Based on dividend-adjusted daily data since May 4, 2015, Retirement Target 35/35/25/5 - 2016_2025's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was May 2017 with a return of +8.4%, while the worst month was Mar 2020 at -8.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Retirement Target 35/35/25/5 - 2016_2025 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +3.7%, while the worst single day was Mar 12, 2020 at -5.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.99% | 1.81% | -3.16% | 3.79% | 1.15% | -1.85% | 0.04% | 4.68% | |||||
| 2025 | 2.38% | 0.25% | -0.04% | 1.13% | 2.53% | 2.38% | 0.28% | 2.06% | 2.65% | 0.79% | 0.64% | 0.95% | 17.16% |
| 2024 | -0.15% | 3.10% | 3.31% | -1.58% | 2.47% | -0.11% | 1.32% | 1.04% | 1.83% | -0.99% | 2.69% | -1.65% | 11.68% |
| 2023 | 5.18% | -2.21% | 2.77% | 0.89% | -1.57% | 3.06% | 1.93% | -1.12% | -1.72% | 0.21% | 4.43% | 3.42% | 15.97% |
| 2022 | -1.61% | 0.16% | 1.42% | -3.15% | 0.01% | -5.20% | 3.25% | -2.16% | -5.17% | 3.17% | 3.60% | -1.54% | -7.46% |
| 2021 | -0.05% | 2.17% | 1.59% | 2.25% | 1.03% | -0.69% | 0.68% | 0.90% | -1.80% | 3.58% | -2.45% | 1.35% | 8.71% |
Benchmark Metrics
Retirement Target 35/35/25/5 - 2016_2025 has an annualized alpha of 4.23%, beta of 0.39, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since May 04, 2015.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (50.01%) than losses (43.62%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.23% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.39 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 4.23%
- Beta
- 0.39
- R²
- 0.68
- Upside Capture
- 50.01%
- Downside Capture
- 43.62%
Expense Ratio
Retirement Target 35/35/25/5 - 2016_2025 has an expense ratio of 0.49%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
Retirement Target 35/35/25/5 - 2016_2025 ranks 53 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Retirement Target 35/35/25/5 - 2016_2025 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.62 | 1.45 | +0.17 |
| Sortino ratioReturn per unit of downside risk | 2.24 | 2.03 | +0.22 |
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.01 | +0.65 |
| Martin ratioReturn relative to average drawdown | 9.36 | 8.68 | +0.68 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AQMIX AQR Managed Futures Strategy Fund | 89 | 2.45 | 3.34 | 1.43 | 4.38 | 15.67 |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 100 | 19.20 | 152.69 | 69.15 | 348.23 | 2,469.46 |
BKLN Invesco Senior Loan ETF | 55 | 1.46 | 2.16 | 1.33 | 1.32 | 5.09 |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 70 | 1.71 | 2.66 | 1.32 | 2.41 | 7.71 |
DODGX Dodge & Cox Stock Fund Class I | 33 | 1.19 | 1.74 | 1.21 | 1.83 | 6.38 |
FISMX Fidelity International Small Cap Fund | 17 | 0.83 | 1.25 | 1.16 | 1.05 | 3.55 |
GBTC Grayscale Bitcoin Trust ETF | 2 | -1.03 | -1.54 | 0.83 | -0.85 | -1.35 |
GLD SPDR Gold Shares | 24 | 0.69 | 1.03 | 1.15 | 0.73 | 1.71 |
JMSIX JPMorgan Income Fund | 88 | 2.12 | 4.03 | 1.56 | 3.27 | 13.54 |
MALOX BlackRock Global Allocation Fund | 42 | 1.42 | 2.04 | 1.26 | 1.79 | 7.49 |
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Dividends
Dividend yield
Retirement Target 35/35/25/5 - 2016_2025 provided a 3.59% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.59% | 4.42% | 4.30% | 3.40% | 4.19% | 4.85% | 3.48% | 3.42% | 3.28% | 2.65% | 1.91% | 3.37% |
| Portfolio components: | ||||||||||||
AQMIX AQR Managed Futures Strategy Fund | 2.06% | 2.26% | 3.83% | 8.39% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 6.51% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.81% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
BKLN Invesco Senior Loan ETF | 7.11% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 4.01% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
DODGX Dodge & Cox Stock Fund Class I | 8.93% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
FISMX Fidelity International Small Cap Fund | 3.38% | 3.58% | 2.64% | 1.87% | 0.70% | 7.28% | 0.83% | 2.32% | 6.14% | 2.46% | 2.70% | 2.80% |
GBTC Grayscale Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.61% | 0.00% | 0.00% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JMSIX JPMorgan Income Fund | 6.03% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% | 0.00% |
MALOX BlackRock Global Allocation Fund | 4.15% | 9.22% | 7.68% | 1.54% | 6.01% | 10.32% | 10.15% | 5.68% | 5.50% | 4.81% | 2.10% | 9.86% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Retirement Target 35/35/25/5 - 2016_2025. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Retirement Target 35/35/25/5 - 2016_2025 was 19.11%, occurring on Mar 23, 2020. Recovery took 87 trading sessions.
The current Retirement Target 35/35/25/5 - 2016_2025 drawdown is 2.09%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-19.11%Mar 2020 | 1mo 2d | 4mo 6d | 5mo 8dFeb 2020 - Jul 2020 | COVID crash2020 |
-14.02%Dec 2018 | 1y 5d | 6mo 2d | 1y 6moDec 2017 - Jun 2019 | Rate-hike selloffLate 2018 |
-14.01%Sep 2022 | 10mo 21d | 1y 1mo | 2y 5dNov 2021 - Nov 2023 | Bear market2022 |
-8.70%Jan 2016 | 8mo 10d | 4mo 15d | 1y 20dMay 2015 - Jun 2016 | — |
-6.66%Apr 2025 | 1mo 16d | 24d | 2mo 10dFeb 2025 - May 2025 | 2025 selloff2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 14 assets, with an effective number of assets of 11.01, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.38 | 1.44 | 1.45 | 1.46 | 1.49 |
The portfolio has a diversification ratio of 1.49, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Retirement Target 35/35/25/5 - 2016_2025 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since May 4, 2015 | 0.79 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VT has the highest benchmark correlation at 0.95, while VBTIX has the lowest at -0.05.
Asset Correlations Table
Find what Retirement Target 35/35/25/5 - 2016_2025 is missing
See which holdings overlap, where Retirement Target 35/35/25/5 - 2016_2025 is concentrated, and which low-correlation assets could fill the gaps.
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